Pages that link to "Item:Q3379409"
From MaRDI portal
The following pages link to AN INFINITE FACTOR MODEL FOR CREDIT RISK (Q3379409):
Displaying 4 items.
- General dynamic term structures under default risk (Q1615894) (← links)
- Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597) (← links)
- CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS (Q5389105) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
